Creating your own algs:

Whocouldthat.be Sorts out 3x3x3 algorithms and also can ignore pre AUF and post AUF

Alg.cubing.net: You can use alg.cubing.net to check solutions/algs to make sure they are correct before posting them.

How to learn algs faster:

My video:I created a video talking about the concepts to learn algorithms faster. These are the key concepts to learning lots of algs.

2x2:

My website: you're on! Most of the best 2x2 algs are on this website.

Ray has a TCLL+ document with some new algs that I haven't put on my site (due to being lazy).

Sameer's EG-0/1/2 set: Sameer has full docs for CLL, EG-1, and EG-2. I'm not sure how up to date these algs are, but a good resource regardless.

3x3:

Algdb.netis a fantastic website for algs. It's a user based website where you can create an account and submit algs. There are TONS of algs on this website it's a fantastic resource for many 3x3 algorithms such as COLL, ZBLL, OLL, PLL, OH PLL, F2L algs, and so much more!

Speedsolving wiki: This is a fantastic resource for beginners. Even outside of algorithms there's terminology, methods, explanation on various topics. It's very good. The algs on the wiki aren't all the best algs but it's a good place to check if you can't find something else where.

Speedsolving request an alg thread: This is a thread on speedsolving where a user can request an alg and if someone has an alg for you, they will likely let you know about it. Good resource if you're looking for something very specific and can't find it.

My website: I have a fair chunk of 3x3 algs from PLL, OLL, COLL, VLS, etc. Not the longest list, but definitely solid algs.

Sarah.cubing.net: Sarah's website has LOTS of 3x3 resources. Winter variation for the pair on left and right, easy PLL skip cases, OLLCP, CLS, and tons more! Good place to learn some cool algs. She also has many other algs outside of just 3x3. Including mega, square 1, and pyra.

Alg of the week: This is a YouTube series where I cover cool algs that I like and use. Lots of advanced algs in here.

Cubesolv.es: This is a GREAT way to learn lots about 3x3. It's a reconstruction database of unofficial & official solves. And it's not only limited to 3x3. There's reconstructions of big cubes as well. Looking at peoples reconstructions is a great way to learn cool tricks.

Google! Google is actually a FANTASTIC resource for finding algs and not enough people use it. If you search what you're looking for followed by "cubing" you can find just about anything. Like if you want OH PLL algs just search "OH PLL cubing algs" and Antoine's OH website is the first thing that comes up.

Roux:

Waffo's Roux doc:Waffo has some nice resources on Roux for beginners and experienced cubers.

LS+LL

Rowe's VLS page:As far as I'm aware, the first website to have had full VLS. While some of the algs are outdated, there's images for all the cases which makes it easy to figure out which case you're looking at.

Jay's VLS doc:Jay has learned full VLS and found some nice algs for bad cases. Probably the most up to date alg set as of 10/23/2015.

Jabari's oriented LS+LL: This is a subset where all your LL pieces are oriented except the F2L pieces that still need to be solved. Super easy to recognize.

RLS 0 edges doc: This doc only has the 0 edge cases, but may be useful for some.

5x5:

Skewb:

Skewbers:Skewbers is a Facebook group for people who are interested in skewb. There are tons of resources in the stickied post and you can talk to other Skewbers and ask how they would approach certain cases

NS 2.0: This doc is in Spanish, but if you use Google Chrome it should offer to translate it for you.

FMC:

The ultimate guide to FMC:Porkynator created a fantastic guide to lots of the key FMC techniques. A great read for someone wanting to get into it.

FMC seminar nats 2015:This was a seminar at nats 2015 and is a great place to start for people wanting to understand more about FMC.

Speedsolving FMC thread: A speedsolving thread fully dedicated to FMC. Lots of people post their solutions here and have discussions about them. A great resource for learning more about FMC.